Propagation of chaos in neural fields (Q2454411)

The author considers a so-called neural field, made of \(N\) neurons grouped into \(P(N)\) populations having location \(r_1,\dots, r_{P(N)}\) and sizes \(N_1(N),\dots, N_{P(N)}(N)\), respectively. The membrane potential \(X^{i,N}_t\) of the neuron \(i\) belonging to the population \(p(i)\equiv\alpha\), at time \(t\), has its evolution modellized by a stochastic differential equation \[ dX^{i,N}_t= \sigma(r_\alpha) dW^i_t+ f(r_\alpha, t, X^{i,N}_t)+ {1\over P(N)} \sum^{P(N)}_{\gamma=1}\, \sum_{j\in p^{-1}(\gamma)} {dt\over N_\gamma} b(r_\alpha, r_\gamma, X^{i,N}_t, X^{j,N}_{t-\tau(r_\alpha, r_\gamma)}), \] where \((W^i_t)\) is an \(N\)-dimensional Brownian motion, and the smooth function \(Z(r_\alpha,r_\gamma)\) represents a time delay into the interaction function \(b\). This article addresses the limiting behaviour, as \(N\to\infty\), of such neural fields, under mild regularity assumptions and the regime condition \[ e(N):= {1\over P(N)} \sum^{P(N)}_{\gamma=1} {1\over N_\gamma(N)}\to 0. \] The main result is the convergence in law of \((X^{i,N}_t)\), to a mean field process \((\overline X_t(r_\alpha))\) solving the following McKean-Vlasov equation with delay: \[ d\overline X_t= \sigma\,dW_t+ f(r,t,\overline X_t)\,dt+ \int\mathbb{E}_{\overline Z}[(b(r,r',\overline X_t, \overline Z_{t-\tau(r,r')}(r')]\,\lambda(dr')\, dt, \] where \((W_t)\) is a specially chaotic Brownian motion (\(W_t\) and \(W_t(r')\) are independent for any \(r\neq r'\)), \((\overline Z)\) is an independent copy of \((\overline X)\), and \(\lambda\) is a special law, under which the different locations \(r'\) are i.i.d. The author furthermore specifies the speed of this convergence: the expected value of the distance \(\sup_{-\tau\leq s\leq t} |X^{i,N}_s-\overline X^i_s(r_\alpha)|^2\) is shown to be \(O(e(N)+ 1/P(N))\). Moreover, the above systems of evolution equations and of mean field equations are both shown to admit a unique, square integrable, string solution, with infinite lifetime. Finally, theoretical implications to neuroscience are discussed.